| Metric | 11395348:btcusd:triple_med_gx:lsma290_115 | 11395348:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 43.95% | 180.16% |
| Max Drawdown | -29.94% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.37 | 1.1 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.22 | 1.02 |
| Outlier Win Ratio | 32.67 | 3.64 |
| Outlier Loss Ratio | 4.08 | 3.67 |
| Volatility (ann.) | 11.92% | 25.8% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.4 | 0.56 |
| Skew | 0.69 | 0.17 |
| Kurtosis | 52.7 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.61% |
| Expected Yearly % | 9.54% | 29.38% |
| Kelly Criterion | 3.62% | 5.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.19% |
| Expected Shortfall (cVaR) | -1.02% | -2.19% |
| Year | 11395348:BTCUSD | 11395348:btcusd:triple_med_gx:lsma290_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.51 | -4.15 | 0.07 | + |
| 2023 | 155.54 | 27.11 | 0.17 | - |
| 2024 | 121.00 | 14.51 | 0.12 | - |
| 2025 | 16.76 | 3.18 | 0.19 | - |
| Metric | 11395348:btcusd:triple_med_gx:lsma290_115 | 11395348:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 2.41% | 31.46% |
| 6M | 3.18% | 12.77% |
| YTD | 3.18% | 16.76% |
| 1Y | -4.74% | 56.84% |
| 3Y (ann.) | 15.74% | 55.31% |
| 5Y (ann.) | 11.88% | 37.34% |
| Metric | 11395348:btcusd:triple_med_gx:lsma290_115 | 11395348:BTCUSD |
|---|---|---|
| Max Drawdown | -29.94% | -67.18% |
| Longest DD Days | 450.0 | 683.0 |
| Avg. Drawdown | -4.88% | -5.72% |
| Avg. Drawdown Days | 55.0 | 31.0 |
| Recovery Factor | 1.47 | 2.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-02-02 | -29.94 | 300 |
| 2024-03-18 | 2025-06-11 | -27.11 | 450 |
| 2023-02-02 | 2023-06-21 | -14.91 | 138 |
| 2023-07-14 | 2023-10-01 | -5.61 | 79 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2024-02-26 | -4.55 | 102 |
| 2024-02-29 | 2024-03-03 | -3.13 | 3 |
| 2023-10-02 | 2023-10-20 | -2.94 | 17 |
| 2022-03-18 | 2022-04-07 | -2.16 | 20 |
| 2023-10-23 | 2023-11-07 | -1.58 | 15 |
| Metric | 11395348:btcusd:triple_med_gx:lsma290_115 | 11395348:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 16.44% | 35.75% |
| Worst Week | -21.39% | -29.64% |
| Best Month | 19.51% | 43.77% |
| Worst Month | -21.39% | -37.12% |
| Best Year | 27.11% | 155.54% |
| Worst Year | -4.15% | -57.51% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.58% | 6.62% |
| Avg. Down Week | -3.86% | -5.35% |
| Avg. Up Month | 7.09% | 18.28% |
| Avg. Down Month | -6.81% | -13.15% |
| Win Days % | 49.58% | 51.25% |
| Win Month % | 60.71% | 60.0% |
| Win Week % | 54.41% | 51.45% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |